Ergodic Control of Partially Degenerate Diffusions in a Compact Domain

DOI10.1080/1045112031000070357MaRDI QIDQ4440447zbMATH OpenOpenAlexFDO

Authors Vivek Borkar, Mrinal K. Ghosh

Publication date 18 December 2003

Published in Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/1045112031000070357

zbMATH Keywords

optimal controlvalue functiondiscrete approximationergodic controldynamic programming principlecontrolled diffusionmartingale dynamic principlepartial degeneracy

Mathematics Subject Classification ID

Diffusion processes (60J60) Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20)

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(3)

• A partial history of the early development of continuous-time nonlinear stochastic systems theory
• The value function in ergodic control of diffusion processes with partial observations II
• scientific article; zbMATH DE number 4014592 (Why is no real title available?)

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